+186.7%
B vs P
+713.7%
-527.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | +0.3% |
| 7D | +9.6% | -23.8% | +33.4% | +11.6% |
| 30D | +3.5% | -36.6% | +40.1% | +6.8% |
| 3M | -1.6% | +10.9% | -12.5% | -3.3% |
| 6M | -1.7% | +30.0% | -31.7% | -4.9% |
| YTD | -5.3% | +44.4% | -49.7% | -9.3% |
| 1Y | +27.2% | +3.9% | +23.3% | +23.9% |
| 3Y | +166.1% | +176.6% | -10.5% | +140.0% |
| 5Y | +136.5% | +249.3% | -112.8% | +108.9% |
| All | +186.7% | +713.7% | -527.1% | +138.0% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded P wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling